Q. Why do some Bibles capitalize pronouns referring to God (He, His, Him, Himself), while others don’t?
A. Capitalizing pronouns referring to God seems to many readers (including myself) an expression of reverence. For this reason, a number of Catholic and other Christian publishers long ago adopted the practice. However, historically speaking, capitalization is a relatively recent development in typography.
The ancient Bible manuscripts were written in Hebrew, Greek, and Aramaic alphabets that did not have, at that time, distinct upper-case and lower-case letters. By the time Scripture was translated completely into English, our language had both upper- and lower-case letters, but the oldest English Bibles, such as the (Catholic) Douay-Rheims and the (Protestant) King James (or Authorized) Versions, did not capitalize personal pronouns referring to God the Father, the Son, or the Holy Spirit.
Some later translations, such as the (Protestant) New American Standard Bible, adopted the practice of capitalizing pronouns referring to God. Nevertheless, contemporary trends in publishing tend to favor fewer capitalized words of any sort. Take a look at a photo of the Declaration of Independence, for example, and notice all the nouns capitalized in eighteenth-century English that we would not normally capitalize today.
In any case, these days most Bible translations don’t capitalize personal pronouns referring to God. But I prefer to do so when I write. Not only does it show reverence; in passages where a masculine pronoun might refer either to God or to a man, it eliminates the ambiguity.